+5,074.7%
CNC vs JBHT
+5,759.0%
-684.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.6% | +1.1% | -1.2% |
| 7D | +8.1% | -1.4% | +9.5% | +8.6% |
| 30D | +14.8% | -3.1% | +17.9% | +16.0% |
| 3M | +10.7% | -19.5% | +30.3% | +18.3% |
| 6M | +40.0% | -9.6% | +49.6% | +42.9% |
| YTD | +80.2% | +13.3% | +66.9% | +69.7% |
| 1Y | +101.3% | +29.7% | +71.6% | +81.1% |
| 3Y | +7.0% | +28.3% | -21.3% | -7.5% |
| 5Y | 0.0% | +18.5% | -18.5% | -13.7% |
| 10Y | +140.8% | +198.1% | -57.3% | +45.0% |
| All | +5,074.7% | +5,759.0% | -684.4% | +1,296.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded JBHT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling